I installed OpenBSD 4.6 but i have several basic questions...
1. How to update OpenBSD ? On FreeBSD i use freebsd-update fetch but on OpenBSD don't know command ?
2. Don't have ports. On FreeBSD i use portsnap but on OpenBSD don't know what to use ?
3. Wireless driver is installed but on laptop i have power on and off button but not react when pressed. On linux was long time ago i don't remember i use some command to on and off wireless card but on OpenBSD again don't know.

Wireless driver is installed but on laptop i have power on and off button but not react when pressed.

Most likely, any exposed button which puts the wireless chipset into some form of power-saving mode will not be functional in OpenBSD. Find out what wireless driver is installed in dmesg(8) output, & study the corresponding manpage. Studying the ifconfig(8) manpage & Section 6.13 would also be beneficial.

As a newcomer to OpenBSD, you will save yourself signficant time & aggravation if you take the time now to study the FAQ in its entirety.

I think for this patch http://openbsd.org/errata46.html is there a way to patch this with cvsup or i must manual?
Sorry my mistake i think to update ports tree with cvsup because on ftp server is old ports.

I get and extract port but how to update port with cvsup or something else ?

The OpenBSD project does not recommend building ports unless there are specific reasons for doing so. Building ports results in the creation of packages which are then installed. These packages are the very same as the packages already prebuild & available on the various mirror sites.

You were pointed yesterday to the pkg_add(1) manpage. There you will find information on the -u switch. Similar information can be found in Section 15.2.6

Those who compile ports themselves are expected to understand that updates will require updating the ports tree via CVSup or AnonCVS followed by rebuilding. Uninstalling the previous version may be required in some instances.

It would be truly worth your time to study Section 15 which covers the package system.

The ports tarball in pub/OpenBSD/4.6 includes whatever was available at the time of the release tagging, OPENBSD_4_6_BASE.

Security/stability updates for 4.6 (-STABLE) are currently only available in the CVS tree, up until recently stable ports had been discontinued, fortunately someone has stepped up and taken over the responsibility.. eventually updated packages will be made available on mirrors, but that's not ready yet.

Updating the base system is only possible via source, no binaries are made available for this.